Trend Following Strategy Index

Trend traders typically use a systematic methodology to discover patterns and momentum across multiple sectors of the commodity and financial futures space. Well-known managers in this space include Winton, Transtrend, Fort, and Quantica Capital.

Year-to-Date
6.92%

Programs

CTA / Program YTD Inception
-9.89 5/1/1999
-10.12 8/1/2008
1.39 9/1/2013
4.21 1/1/1985
3.27 6/1/2007
-12.39 1/1/2015
14.62 11/1/2020
13.47 2/1/2017
6.74 6/1/2013
1.13 4/1/2016
15.88 1/1/2014
-4.07 4/1/2018
28.96 8/1/2018
9.71 1/1/2014
9.61 1/1/2005
-1.52 2/1/1999
-1.46 1/1/1995
-4.85 8/1/1999
2.73 7/1/2022
8.24 12/1/2019
3.39 1/1/2013
-1.87 3/1/2003
-2.06 2/1/2020
20.67 5/1/2001
63.63 10/1/2005
69.16 10/1/2005
-2.71 1/1/2022
-1.67 8/1/2010
1.71 1/1/1991
-31.27 1/1/2011
12.10 1/1/2017
3.52 1/1/2012
14.02 1/1/2017
5.77 8/1/2022
-10.61 11/1/1996
16.54 6/1/2023
8.21 11/1/2023
108.15 1/1/2017
-15.16 10/1/1991
-4.08 10/1/2012
3.64 10/1/2009
-17.41 5/1/1997
-7.78 5/1/2005
4.35 9/1/2023
-6.87 2/1/2007
-2.56 9/1/1997
4.34 3/1/2022
-9.65 1/1/2014
5.38 7/1/2017
5.85 10/1/2009
1.83 10/1/2011
-9.16 6/1/2004
-0.97 1/1/2020
2.81 8/1/2018
2.65 7/1/2014
-15.56 10/1/2006
2.29 11/1/1984
-14.70 8/1/1991
72.18 1/1/2017